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Trade: OMG/USDT/120/EMA/ZLMA/7620

Strategy
OMG/USDT/120/EMA/ZLMA/7620
Pair
OMG_USDT
Interval
2h
Score
310526
Daily Profit
0.356754
Profit Factor
1.820895
Profitability
34.615385
Streak
553.544937
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-07 08:04
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 577228.0827 441921.5788 135306.5039 1339249.2164 427690.8761 911558.3403
Total P&L (%) 577.2281 441.9216 135.3065 1339.2492 427.6909 911.5583
Avg Daily Profit (%) 0.3568 0.2731 0.0836 0.165 0.1029 0.1431
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101728 -120692 -87268 -930057 -1520273 -444142
Profit Factor 1.8209 2.2059 1.4018 1.2396 1.1414 1.3554
Total Trades 156 78 78 156 78 78
Winning Trades 54 22 32 54 22 32
Losing Trades 102 56 46 102 56 46
Profitability (%) 34.6154 28.2051 41.0256 34.6154 28.2051 41.0256
Ratio Avg Win / Avg Loss 3.4395 5.6151 2.0151 2.3415 2.9054 1.9484
Largest Winning Trade 167023 167023 59256 605172 605172 502249
Largest Losing Trade -20908 -17468 -20908 -233955 -186149 -233955
Avg Bars in Trades 120 105 135 120 105 135
Avg Bars in Winners 262 256 267 262 256 267
Avg Bars in Losers 44 45 43 44 45 43
Bars Traded 18776 8201 10575 18776 8201 10575
Profit Streak 553.5449 553.5449 560.2116 553.5449 553.5449 560.2116
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310526 -37119 -116852 156876 -169091 -37390
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580169600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759813482532,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            577228.0826666442,
            441921.5787507454,
            135306.5039158989,
            1339249.2164397817,
            427690.8761055581,
            911558.340334224
        ],
        [
            577.228083,
            441.921579,
            135.306504,
            1339.249216,
            427.690876,
            911.55834
        ],
        [
            0.356754,
            0.273128,
            0.083626,
            0.164951,
            0.102855,
            0.143123
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101728,
            -120692,
            -87268,
            -930057,
            -1520273,
            -444142
        ],
        [
            1.820895,
            2.205944,
            1.401841,
            1.239606,
            1.141413,
            1.355388
        ],
        [
            156,
            78,
            78,
            156,
            78,
            78
        ],
        [
            54,
            22,
            32,
            54,
            22,
            32
        ],
        [
            102,
            56,
            46,
            102,
            56,
            46
        ],
        [
            34.615385,
            28.205128,
            41.025641,
            34.615385,
            28.205128,
            41.025641
        ],
        [
            3.439468,
            5.615131,
            2.015146,
            2.341478,
            2.905415,
            1.94837
        ],
        [
            167023,
            167023,
            59256,
            605172,
            605172,
            502249
        ],
        [
            -20908,
            -17468,
            -20908,
            -233955,
            -186149,
            -233955
        ],
        [
            120,
            105,
            135,
            120,
            105,
            135
        ],
        [
            262,
            256,
            267,
            262,
            256,
            267
        ],
        [
            44,
            45,
            43,
            44,
            45,
            43
        ],
        [
            18776,
            8201,
            10575,
            18776,
            8201,
            10575
        ],
        [
            553.544937,
            553.544937,
            560.211603,
            553.544937,
            553.544937,
            560.211603
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310526,
            -37119,
            -116852,
            156876,
            -169091,
            -37390
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580169600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759813482532,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)